+140.8%
PH vs GSK
+53.4%
+87.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.1% |
| 30D | -10.8% | -7.5% | -3.3% | -9.7% |
| 3M | +8.5% | -3.3% | +11.7% | +8.9% |
| 6M | +3.9% | -9.3% | +13.3% | +5.5% |
| YTD | +9.4% | +1.6% | +7.8% | +9.4% |
| 1Y | +26.8% | +25.5% | +1.3% | +23.7% |
| 3Y | +140.8% | +49.3% | +91.5% | +132.2% |
| All | +140.8% | +53.4% | +87.4% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling